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Causality from real stock returns to real activity : evidence of regime-dependence
Kanas, Angelos; Ioannidis, Christos - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 180-197
Persistent link: https://www.econbiz.de/10008702354
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Estimating exact hedonic indexes : an application to UK television sets
Ioannidis, Christos; Silver, Mick - In: Journal of economics 69 (1999) 1, pp. 71-94
Persistent link: https://www.econbiz.de/10001371365
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Mergers and macroeconomic behaviour : evidence for the UK
Clarke, Roger; Ioannidis, Christos - 1999 - rev.
Persistent link: https://www.econbiz.de/10001586820
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A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
Calice, Giovanni - 2012
Using a Markov switching unobserved component model we decompose the term premium of the North American CDX investment grade index (CDX-IG) into a permanent and a stationary component. We explain the evolution of the two components in relating them to monetary policy and stock market variables....
Persistent link: https://www.econbiz.de/10013115315
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A Markov switching unobserved component analysis of the CDX index term premium
Calice, Giovanni; Ioannidis, Christos; Miao, Rong Hui - In: International review of financial analysis 44 (2016), pp. 189-204
Persistent link: https://www.econbiz.de/10011623992
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A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
Calice, Giovanni - 2010
Using a Markov switching unobserved component model we decompose the term premium of the North American CDX investment grade index (CDX-IG) into a permanent and a stationary component. We explain the evolution of the two components in relating them to monetary policy and stock market variables....
Persistent link: https://www.econbiz.de/10013142966
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The composition of government spending and growth : is current or capital spending better?
Ghosh, Sugata; Gregoriou, Andros - In: Oxford economic papers 60 (2008) 3, pp. 484-516
Persistent link: https://www.econbiz.de/10003738714
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The long run relationship between stock prices and goods prices : mew evidence from panel cointegration
Gregoriou, Andros (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806041
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Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
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Euro area inflation differentials : unit roots, structural breaks and non-linear adjustment
Gregoriou, Andros (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003519824